CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 18-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2022 |
18-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6752 |
0.6796 |
0.0044 |
0.7% |
0.6860 |
| High |
0.6811 |
0.6860 |
0.0049 |
0.7% |
0.6860 |
| Low |
0.6724 |
0.6793 |
0.0070 |
1.0% |
0.6686 |
| Close |
0.6795 |
0.6818 |
0.0024 |
0.3% |
0.6795 |
| Range |
0.0087 |
0.0067 |
-0.0021 |
-23.6% |
0.0174 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
89,728 |
75,325 |
-14,403 |
-16.1% |
512,342 |
|
| Daily Pivots for day following 18-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7023 |
0.6987 |
0.6855 |
|
| R3 |
0.6957 |
0.6921 |
0.6836 |
|
| R2 |
0.6890 |
0.6890 |
0.6830 |
|
| R1 |
0.6854 |
0.6854 |
0.6824 |
0.6872 |
| PP |
0.6824 |
0.6824 |
0.6824 |
0.6833 |
| S1 |
0.6788 |
0.6788 |
0.6812 |
0.6806 |
| S2 |
0.6757 |
0.6757 |
0.6806 |
|
| S3 |
0.6691 |
0.6721 |
0.6800 |
|
| S4 |
0.6624 |
0.6655 |
0.6781 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7302 |
0.7222 |
0.6890 |
|
| R3 |
0.7128 |
0.7048 |
0.6842 |
|
| R2 |
0.6954 |
0.6954 |
0.6826 |
|
| R1 |
0.6874 |
0.6874 |
0.6810 |
0.6827 |
| PP |
0.6780 |
0.6780 |
0.6780 |
0.6757 |
| S1 |
0.6700 |
0.6700 |
0.6779 |
0.6653 |
| S2 |
0.6606 |
0.6606 |
0.6763 |
|
| S3 |
0.6432 |
0.6526 |
0.6747 |
|
| S4 |
0.6258 |
0.6352 |
0.6699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6860 |
0.6686 |
0.0174 |
2.5% |
0.0082 |
1.2% |
76% |
True |
False |
99,813 |
| 10 |
0.6899 |
0.6686 |
0.0213 |
3.1% |
0.0091 |
1.3% |
62% |
False |
False |
100,198 |
| 20 |
0.7055 |
0.6686 |
0.0369 |
5.4% |
0.0087 |
1.3% |
36% |
False |
False |
96,167 |
| 40 |
0.7291 |
0.6686 |
0.0605 |
8.9% |
0.0087 |
1.3% |
22% |
False |
False |
70,740 |
| 60 |
0.7475 |
0.6686 |
0.0789 |
11.6% |
0.0091 |
1.3% |
17% |
False |
False |
47,215 |
| 80 |
0.7665 |
0.6686 |
0.0979 |
14.4% |
0.0082 |
1.2% |
13% |
False |
False |
35,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7142 |
|
2.618 |
0.7034 |
|
1.618 |
0.6967 |
|
1.000 |
0.6926 |
|
0.618 |
0.6901 |
|
HIGH |
0.6860 |
|
0.618 |
0.6834 |
|
0.500 |
0.6826 |
|
0.382 |
0.6818 |
|
LOW |
0.6793 |
|
0.618 |
0.6752 |
|
1.000 |
0.6727 |
|
1.618 |
0.6685 |
|
2.618 |
0.6619 |
|
4.250 |
0.6510 |
|
|
| Fisher Pivots for day following 18-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6826 |
0.6803 |
| PP |
0.6824 |
0.6788 |
| S1 |
0.6821 |
0.6773 |
|